Three dismembered bodies were found near a regional delegation of the Mexican Attorney General’s Office in the southern city of Chilpancingo, authorities in Guerrero state said.

Responding to an anonymous telephone tip, Federal Police and soldiers went to the site before dawn Thursday and discovered “three bags with dismembered bodies,” the Guerrero state AG’s office told Efe.

The bags were accompanied by a message threatening state Gov. Angel Aguirre and Chilpancingo Mayor Mario Moreno.

The remains belong to three men between the ages of 25 and 35, the state AG’s office said in a statement, adding that each man had been shot in the head.

Authorities launched an investigation as federal security forces stepped up patrols in Chilpancingo, the state capital, where a gang known as Los Rojos is battling with the upstart Guerreros Sureños for control of the drug trade and other criminal rackets.